A large deviation principle for stochastic integrals (Q927258)
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scientific article; zbMATH DE number 5284748
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A large deviation principle for stochastic integrals |
scientific article; zbMATH DE number 5284748 |
Statements
A large deviation principle for stochastic integrals (English)
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4 June 2008
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Stochastic integrals
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Large deviations
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Exponential tightness
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SDE
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Uniform exponential tightness
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Almost compactness
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Uniform controlled variations
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0.8219775557518005
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0.8119539618492126
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0.8087819814682007
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0.8084944486618042
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0.8079200983047485
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